+164.7%
XLB vs BURL
+244.4%
-79.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +5.3% | -4.3% | +9.6% | +6.2% |
| 3M | 0.0% | -28.8% | +28.8% | +7.4% |
| 6M | +1.2% | -12.8% | +14.0% | +3.3% |
| YTD | +16.9% | -12.8% | +29.7% | +18.8% |
| 1Y | +20.9% | -12.3% | +33.2% | +22.1% |
| 3Y | +43.3% | +92.7% | -49.4% | +16.0% |
| 5Y | +28.3% | -6.5% | +34.9% | +18.9% |
| All | +164.7% | +244.4% | -79.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling